Hey mate, I'm a Commsec one client and use the IRESS for majority of my trading. On there you can easily buy and sell options just like any other stock.
I rarely ever convert options, however if your aim is to convert them then they will send you out a conversion form either if you contact them by phone or sometimes you can download it through their companies website. Personally I simply trade them and they can be very rewarding as from one recent example below.
